E-mini NASDAQ-100 Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 2,602.50 2,609.50 7.00 0.3% 2,593.75
High 2,616.75 2,635.00 18.25 0.7% 2,609.50
Low 2,578.75 2,607.50 28.75 1.1% 2,569.25
Close 2,608.00 2,632.00 24.00 0.9% 2,601.50
Range 38.00 27.50 -10.50 -27.6% 40.25
ATR 30.33 30.13 -0.20 -0.7% 0.00
Volume 209,203 199,721 -9,482 -4.5% 751,120
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,707.25 2,697.25 2,647.00
R3 2,679.75 2,669.75 2,639.50
R2 2,652.25 2,652.25 2,637.00
R1 2,642.25 2,642.25 2,634.50 2,647.25
PP 2,624.75 2,624.75 2,624.75 2,627.50
S1 2,614.75 2,614.75 2,629.50 2,619.75
S2 2,597.25 2,597.25 2,627.00
S3 2,569.75 2,587.25 2,624.50
S4 2,542.25 2,559.75 2,617.00
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 2,714.25 2,698.00 2,623.75
R3 2,674.00 2,657.75 2,612.50
R2 2,633.75 2,633.75 2,609.00
R1 2,617.50 2,617.50 2,605.25 2,625.50
PP 2,593.50 2,593.50 2,593.50 2,597.50
S1 2,577.25 2,577.25 2,597.75 2,585.50
S2 2,553.25 2,553.25 2,594.00
S3 2,513.00 2,537.00 2,590.50
S4 2,472.75 2,496.75 2,579.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,635.00 2,569.25 65.75 2.5% 27.00 1.0% 95% True False 194,559
10 2,635.00 2,542.75 92.25 3.5% 31.25 1.2% 97% True False 222,858
20 2,635.00 2,448.75 186.25 7.1% 29.25 1.1% 98% True False 211,891
40 2,635.00 2,270.25 364.75 13.9% 28.50 1.1% 99% True False 182,954
60 2,635.00 2,204.25 430.75 16.4% 33.50 1.3% 99% True False 167,559
80 2,635.00 2,135.00 500.00 19.0% 38.50 1.5% 99% True False 125,702
100 2,635.00 2,099.00 536.00 20.4% 41.25 1.6% 99% True False 100,572
120 2,635.00 2,034.50 600.50 22.8% 44.00 1.7% 100% True False 83,824
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,752.00
2.618 2,707.00
1.618 2,679.50
1.000 2,662.50
0.618 2,652.00
HIGH 2,635.00
0.618 2,624.50
0.500 2,621.25
0.382 2,618.00
LOW 2,607.50
0.618 2,590.50
1.000 2,580.00
1.618 2,563.00
2.618 2,535.50
4.250 2,490.50
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 2,628.50 2,623.50
PP 2,624.75 2,615.25
S1 2,621.25 2,607.00

These figures are updated between 7pm and 10pm EST after a trading day.

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